We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+14.84%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$160B
AUM Growth
+$20.9B
Cap. Flow
+$1.94B
Cap. Flow %
1.21%
Top 10 Hldgs %
20.55%
Holding
4,099
New
177
Increased
2,141
Reduced
1,642
Closed
111

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$410M
2
UL icon
Unilever
UL
+$185M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$146M
4
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$72.7M
5
CVX icon
Chevron
CVX
+$67.9M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$776M
2
UN
Unilever NV New York Registry Shares
UN
+$168M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$162M
4
AAPL icon
Apple
AAPL
+$123M
5
T icon
AT&T
T
+$111M

Sector Composition

Rank Sector Weight
1 Technology 21.14%
2 Healthcare 11.93%
3 Financials 11.85%
4 Consumer Discretionary 10.16%
5 Communication Services 7.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VMC icon
376
Vulcan Materials
VMC
$36.8B
$66.8M 0.04%
450,608
+60,498
+16% +$8.63M
IWD icon
377
iShares Russell 1000 Value ETF
IWD
$81.4B
$66.6M 0.04%
487,145
+321,973
+195% +$41.3M
FANG icon
378
Diamondback Energy
FANG
$56B
$66.4M 0.04%
1,372,548
+163,242
+13% +$6.04M
TSCO icon
379
Tractor Supply
TSCO
$16.3B
$66.4M 0.04%
2,361,680
+99,470
+4% +$2.78M
MTCH icon
380
Match Group
MTCH
$9.19B
$66.3M 0.04%
438,733
+15,001
+4% +$1.98M
HIG icon
381
Hartford Financial Services
HIG
$40B
$66.2M 0.04%
1,352,078
+21,542
+2% +$929K
CE icon
382
Celanese
CE
$4.82B
$66.1M 0.04%
508,910
-14,307
-3% -$1.78M
DINO icon
383
HF Sinclair
DINO
$16.2B
$65.9M 0.04%
2,550,620
+300,065
+13% +$6.8M
RSG icon
384
Republic Services
RSG
$67.4B
$65.9M 0.04%
684,405
+23,378
+4% +$2.22M
ETR icon
385
Entergy
ETR
$50.3B
$65.7M 0.04%
1,316,120
-98,924
-7% -$5.21M
CBRE icon
386
CBRE Group
CBRE
$43.3B
$65.7M 0.04%
1,047,127
+43,157
+4% +$2.44M
CPAY icon
387
Corpay
CPAY
$25.7B
$65.7M 0.04%
240,707
-1,283
-0.5% -$329K
DXC icon
388
DXC Technology
DXC
$1.91B
$65.5M 0.04%
2,542,804
+45,849
+2% +$979K
IFX
389
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$65.1M 0.04%
1,687,969
+208,608
+14% +$8.04M
AKAM icon
390
Akamai
AKAM
$15.6B
$64.8M 0.04%
617,403
+6,015
+1% +$630K
BKR icon
391
Baker Hughes
BKR
$58.3B
$64.6M 0.04%
3,099,111
+78,534
+3% +$1.38M
FFIV icon
392
F5
FFIV
$22B
$64.6M 0.04%
367,127
+111,903
+44% +$17M
TAK icon
393
Takeda Pharmaceutical
TAK
$56.7B
$64M 0.04%
3,518,126
-57,379
-2% -$1.01M
CNI icon
394
Canadian National Railway
CNI
$78.6B
$63.8M 0.04%
581,002
+74,148
+15% +$8.01M
FTNT icon
395
Fortinet
FTNT
$112B
$63.6M 0.04%
2,139,970
-120,450
-5% -$3.04M
GRMN
396
Garmin
GRMN
$56.8B
$63.5M 0.04%
530,939
+6,654
+1% +$737K
BBBY
397
DELISTED
Bed Bath & Beyond Inc
BBBY
$63.5M 0.04%
3,576,948
+476,290
+15% +$9.88M
VTR icon
398
Ventas
VTR
$47.5B
$63.4M 0.04%
1,293,702
+59,022
+5% +$2.73M
DGX icon
399
Quest Diagnostics
DGX
$26B
$63.4M 0.04%
532,293
-8,362
-2% -$1.02M
ANET icon
400
Arista Networks
ANET
$199B
$63.4M 0.04%
3,490,448
+603,904
+21% +$9.57M
14 15
16
17 18

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q4 2020 Portfolio in Review

As of Q4 2020, Parametric Portfolio Associates held 4,099 positions worth $160B, up 15% from $139B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Parametric Portfolio Associates's Q4 2020 filing shows 177 new, 2,141 increased, 1,642 reduced and 111 closed positions. Its largest new stake was Vanguard Long-Term Corporate Bond ETF: 279,909 shares worth $31.1M. The largest sale was Vanguard S&P 500 ETF, an estimated $776M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, down from 21% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q4 2020 buy was Vanguard Long-Term Corporate Bond ETF: 279,909 shares worth $31.1M.
  • Parametric Portfolio Associates added most to Tesla in Q4 2020, an estimated $410M increase.
  • Parametric Portfolio Associates's biggest Q4 2020 reduction was Vanguard S&P 500 ETF, cutting an estimated $776M.
  • Parametric Portfolio Associates fully exited Unilever NV New York Registry Shares in Q4 2020, selling an estimated $168M.
  • Parametric Portfolio Associates's ten largest holdings make up 21% of its $160B portfolio in Q4 2020.
  • Parametric Portfolio Associates opened 177 new positions and closed 111 in Q4 2020.
  • Parametric Portfolio Associates's portfolio value rose 15% quarter-over-quarter to $160B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2020, filed 12 Feb 2021.